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Details about Ulrich Fritsche

E-mail:
Homepage:https://sites.google.com/site/ulrichfritsche/
Postal address:University Hamburg Department Socioeconomics Welckerstr. 8 20354 Hamburg
Workplace:Fachgebiet Volkswirtschaftlehre (Division of Economics), Fachbereich Sozialökonomie (Department of Socioeconomics), Universität Hamburg (University of Hamburg), (more information at EDIRC)
Fachbereich Volkswirtschaftslehre (Department of Economics), Universität Hamburg (University of Hamburg), (more information at EDIRC)
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) (Federal Institute of Technology Zurich), (more information at EDIRC)
Research Program on Forecasting, Department of Economics, George Washington University, (more information at EDIRC)

Access statistics for papers by Ulrich Fritsche.

Last updated 2019-04-26. Update your information in the RePEc Author Service.

Short-id: pfr74


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Working Papers

2019

  1. Oil Price Shocks and Protest: Can Shadow Economy Mitigate?
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads

2018

  1. Deciphering Professional Forecasters’ Stories - Analyzing a Corpus of Textual Predictions for the German Economy
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads
  2. Has Macroeconomic Forecasting changed after the Great Recession? - Panel-based Evidence on Accuracy and Forecaster Behaviour from Germany
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads
  3. Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey of professional forecasters
    Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association Downloads
    Also in Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2017) Downloads

2017

  1. Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey among professional forecasters
    Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting Downloads
  2. Vergleichende Evaluation der Konjunkturprognosen des Instituts für Makroökonomie und Konjunkturforschung an der Hans-Böckler-Stiftung für den Zeitraum 2005-2014
    IMK Studies, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute Downloads View citations (4)

2016

  1. Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (2)
    See also Journal Article in Economics Bulletin (2017)
  2. Labor Productivity Slowdown in the Developed Economies. Another Productivity Puzzle?
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads

2015

  1. Predicting Recessions With Boosted Regression Trees
    Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting Downloads
    See also Journal Article in International Journal of Forecasting (2017)
  2. Predicting Recessions in Germany With Boosted Regression Trees
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (1)
  3. Real-time Macroeconomic Data and Uncertainty
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (2)

2014

  1. Evaluating the Link between Consumers' Savings Portfolio Decisions, their Inflation Expectations and Economic News
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads
  2. INFORMATION RIGIDITIES: COMPARING AVERAGE AND INDIVIDUAL FORECASTS FOR A LARGE INTERNATIONAL PANEL
    Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting Downloads View citations (7)
    Also in IMF Working Papers, International Monetary Fund (2014) Downloads View citations (7)

    See also Journal Article in International Journal of Forecasting (2015)

2013

  1. Don't Worry, Be Right! Survey Wording Effects on In flation Perceptions and Expectations
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads
  2. Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel
    Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association Downloads View citations (1)
    Also in IMF Working Papers, International Monetary Fund (2013) Downloads View citations (3)

2012

  1. Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2015)
  2. Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads

2011

  1. Inflation Inequality in Europe
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (2)
  2. Perceived Inflation under Loss Aversion
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (4)
    See also Journal Article in Applied Economics (2014)

2010

  1. New Keynesian DSGE Models and the IS-LM Paradigm
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute Downloads View citations (1)
  2. Too Many Cooks? The German Joint Diagnosis and Its Production
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (3)

2009

  1. Adjustment in EMU: Is Convergence Assured?
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute Downloads
    Also in Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2009) Downloads
  2. Disagreement among Forecasters in G7 Countries
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (14)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (30)

    See also Journal Article in The Review of Economics and Statistics (2012)
  3. Do Prices in the EMU Converge (Non-linearly)?
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (2)
  4. Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (3)
    Also in KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2009) Downloads View citations (3)

    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2010)
  5. Prospect Theory and Inflation Perceptions - An Empirical Assessment
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (4)
  6. The euro and prices: changeover-related inflation and price convergence in the euro area
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (12)

2008

  1. Analysing Convergence in Europe Using a Non-linear Single Factor Model
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (7)
  2. Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (3)
    Also in Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2008) Downloads View citations (4)
  3. Sticky information Phillips curves: European evidence
    Working Paper Series, European Central Bank Downloads View citations (24)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2006) Downloads View citations (2)
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2006) Downloads View citations (11)

    See also Journal Article in Journal of Money, Credit and Banking (2008)

2007

  1. Default Option, Risk-Aversion and Household Borrowing Behaviour
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads
  2. Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-Run Divergence?: Results from a Comparison with the United States of America and Germany
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (4)
    Also in Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2007) Downloads View citations (5)
  3. The Store-of-Value-Function of Money as a Component of Household Risk Management
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (1)
    Also in Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2006) Downloads
  4. Unit Labor Cost Growth Differentials in the Euro Area, Germany, and the US: Lessons from PANIC and Cluster Analysis
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (3)
    Also in Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2007) Downloads View citations (2)

2006

  1. Ergebnisse der ökonometrischen Untersuchung zum Forschungsprojekt Wirtschaftspolitische Regime westlicher Industrienationen
    Working Papers, Berlin School of Economics and Law, Institute of Management Berlin (IMB) Downloads View citations (11)
  2. Forecast errors and the macroeconomy — a non-linear relationship?
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2005) Downloads View citations (2)
  3. How bad is Divergence in the Euro-Zone? Lessons from the United States of America and Germany
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads View citations (1)
  4. Makroökonomische Bedingungen für die Rückkehr zur Vollbeschäftigung: Plädoyer für einen mehrdimensionalen Ansatz
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads
  5. The Dynamics of European Inflation Expectations
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (21)
    Also in Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2006) Downloads View citations (4)

    See also Journal Article in The B.E. Journal of Macroeconomics (2008)
  6. The New Keynesian Model and the Long-run Vertical Phillips Curve: Does it hold for Germany?
    Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics Downloads
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2005) Downloads View citations (9)

2005

  1. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads View citations (1)
  2. Estimating Sticky Information Phillips Curve: International Evidence from the Consensus Survey of Forecasters
    Computing in Economics and Finance 2005, Society for Computational Economics
  3. Estimating and Forecasting Aggregate Productivity Growth Trends in the US and Germany
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (3)
  4. European inflation expectations dynamics
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (30)

2004

  1. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (1)
    See also Journal Article in Applied Economics (2005)
  2. Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (4)

2002

  1. Do Leading Indicators Help to Predict Business Cycle Turning Points in Germany?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (2)
  2. Structural Unemployment and the Output Gap in Germany: Evidence from an SVAR Analysis within a Hysteresis Framework
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (6)

2001

  1. Do Probit Models Help in Forecasting Turning Points in German Business Cycles?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (6)
    Also in Macroeconomics, University Library of Munich, Germany (2001) Downloads View citations (7)
  2. Leading Indicators of Euroland Business Cycles
    Macroeconomics, University Library of Munich, Germany Downloads View citations (1)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2001) Downloads View citations (1)

2000

  1. Leading Indicators of German Business Cycles: An Assessment of Properties
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (30)
    Also in Macroeconomics, University Library of Munich, Germany (2000) Downloads View citations (16)

1999

  1. Indikatoren zur Prognose der Investitionen in Deutschland
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (5)
  2. Vorlaufeigenschaften von Ifo-Indikatoren für Westdeutschland
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (14)

Undated

  1. Prediction of Business Cycle Turning Points in Germany
    EcoMod2004, EcoMod Downloads
  2. Transition Paths to Convergence and Convergence Clusters in EMU: Evidence from a Nonlinear Time-Varying Factor Model Framework
    EcoMod2008, EcoMod Downloads

Journal Articles

2017

  1. Animal spirits, the stock market, and the unemployment rate: Some evidence for German data
    Economics Bulletin, 2017, 37, (1), 204-213 Downloads
    See also Working Paper (2016)
  2. Predicting recessions with boosted regression trees
    International Journal of Forecasting, 2017, 33, (4), 745-759 Downloads View citations (4)
    See also Working Paper (2015)
  3. Schwaches Produktivitätswachstum — zyklisches oder strukturelles Phänomen?
    (Weak Productivity Growth — A Cyclical or Structural Phenomenon?)
    Wirtschaftsdienst, 2017, 97, (2), 83-102 Downloads View citations (1)
  4. The Global Productivity Slowdown: Diagnosis, Causes and Remedies
    Intereconomics: Review of European Economic Policy, 2017, 52, (1), 45-50 Downloads View citations (1)

2015

  1. Did the ECB Overstep Its Mandate?
    Intereconomics: Review of European Economic Policy, 2015, 50, (3), 165-170 Downloads
  2. Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding
    International Journal of Forecasting, 2015, 31, (1), 130-139 Downloads View citations (12)
    See also Working Paper (2012)
  3. Information rigidities: Comparing average and individual forecasts for a large international panel
    International Journal of Forecasting, 2015, 31, (1), 144-154 Downloads View citations (24)
    See also Working Paper (2014)

2014

  1. A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?
    International Economic Journal, 2014, 28, (2), 333-343 Downloads View citations (3)
  2. Perceived inflation under loss aversion
    Applied Economics, 2014, 46, (3), 282-293 Downloads View citations (3)
    See also Working Paper (2011)

2013

  1. On the directional accuracy of survey forecasts: the case of gold and silver
    Applied Economics Letters, 2013, 20, (12), 1127-1129 Downloads View citations (4)

2012

  1. Disagreement Among Forecasters in G7 Countries
    The Review of Economics and Statistics, 2012, 94, (4), 1081-1096 Downloads View citations (141)
    See also Working Paper (2009)

2011

  1. Analysing convergence in Europe using the non-linear single factor model
    Empirical Economics, 2011, 41, (2), 343-369 Downloads View citations (15)

2010

  1. Evaluating German business cycle forecasts under an asymmetric loss function
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2010, 2010, (1), 1-18 Downloads View citations (22)
    See also Working Paper (2009)

2009

  1. Divergierende Lohn- und Inflationsentwicklungen im Euroraum: Ursachen und Folgen
    WSI-Mitteilungen, 2009, 62, (9), 474-480 Downloads View citations (2)
  2. How bad is divergence in the euro zone? Lessons from the United States and Germany
    Journal of Post Keynesian Economics, 2009, 31, (3), 431-457 Downloads View citations (8)
  3. Krise, Arbeitsmarkt, Erholung: Was kommt auf uns zu?
    Wirtschaftsdienst, 2009, 89, (12), 778-779 Downloads View citations (1)
  4. Productivity Growth in Germany: No Sustainable Economic Recovery in Sight
    Weekly Report, 2009, 5, (3), 19-25 Downloads View citations (5)

2008

  1. Does the dispersion of unit labor cost dynamics in the EMU imply long-run divergence?
    International Economics and Economic Policy, 2008, 5, (3), 269-295 Downloads View citations (14)
  2. Mehr Beschäftigung durch weitere Arbeitsmarktreformen?
    Wirtschaftsdienst, 2008, 88, (7), 451-460 Downloads
  3. Produktivitätswachstum in Deutschland: kein nachhaltiger Aufschwung in Sicht
    DIW Wochenbericht, 2008, 75, (36), 512-519 Downloads View citations (1)
  4. Shocking! Do forecasters share a common belief?
    Applied Economics Letters, 2008, 15, (5), 355-358 Downloads View citations (3)
  5. Sticky Information Phillips Curves: European Evidence
    Journal of Money, Credit and Banking, 2008, 40, (7), 1513-1520 Downloads View citations (23)
    See also Working Paper (2008)
  6. The Dynamics of European Inflation Expectations
    The B.E. Journal of Macroeconomics, 2008, 8, (1), 1-23 Downloads View citations (25)
    See also Working Paper (2006)

2007

  1. Anhaltende Divergenz bei Inflations- und Lohnentwicklung in der Eurozone: Gefahr für die Währungsunion?
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2007, 76, (4), 56-76 Downloads View citations (2)
  2. Anhaltende Divergenz der Lohnstückkostenentwicklung im Euroraum problematisch
    DIW Wochenbericht, 2007, 74, (22), 349-357 Downloads View citations (2)

2006

  1. Growth and inflation forecasts for Germany a panel-based assessment of accuracy and efficiency
    Empirical Economics, 2006, 31, (3), 777-798 Downloads View citations (7)
  2. Treffgenauigkeit, Rationalität und Streuung von Konjunkturprognosen für Deutschland
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2006, 75, (2), 34-53 Downloads View citations (2)
  3. When do forecasters disagree? An assessment of German growth and inflation forecast dispersion
    International Journal of Forecasting, 2006, 22, (1), 125-135 Downloads View citations (27)

2005

  1. Declining output volatility in Germany: impulses, propagation, and the role of monetary policy
    Applied Economics, 2005, 37, (21), 2445-2457 Downloads View citations (1)
    See also Working Paper (2004)
  2. Prediction of Business Cycle Turning Points in Germany / Prognose konjunktureller Wendepunkte in Deutschland
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2005, 225, (1), 22-43 Downloads View citations (11)
  3. Productivity Growth in the United States and Germany: Is Germany Falling Further behind?
    Weekly Report, 2005, 1, (24), 281-287 Downloads View citations (2)
  4. Produktivitätswachstum in den USA und Deutschland: fällt Deutschland weiter zurück?
    DIW Wochenbericht, 2005, 72, (30), 455-461 Downloads
  5. Warum Konjunkturprognosen?
    DIW Wochenbericht, 2005, 72, (22), 361-369 Downloads

2004

  1. USA: Geschichte einer ungewöhnlichen Rezession
    DIW Wochenbericht, 2004, 71, (15), 177-183 Downloads
  2. Zur Zukunft des Stabilitäts- und Wachstumspaktes
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2004, 73, (3), 343-344 Downloads

2002

  1. Argentinien in der Krise
    DIW Wochenbericht, 2002, 69, (12), 197-204 Downloads
  2. Leading Indicators of German Business Cycles. An Assessment of Properties / Frühindikatoren der deutschen Konjunktur. Eine Beurteilung ihrer Eigenschaften
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2002, 222, (3), 289-315 Downloads View citations (26)
  3. Stabilisierungspolitik in Euroland
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2002, 71, (3), 293-295 Downloads

2001

  1. Business Cycle Research in the European Economic and Monetary Union: An Introduction
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2001, 70, (3), 309-309 Downloads
  2. US-Wirtschaft im Abschwung - Wirtschaftspolitik steuert massiv gegen
    DIW Wochenbericht, 2001, 68, (23), 347-354

2000

  1. Ausrüstungs- und Bauinvestitionen in der Europäischen Währungsunion deutlich ausgeweitet
    DIW Wochenbericht, 2000, 67, (13), 180-184
  2. Die doppelte Währungsunion: Deutschland und Europa im wirtschaftlichen Integrationsprozess; ein Rückblick und ein Vergleich
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2000, 69, (2), 163-177 Downloads
  3. Zinserhöhung der EZB: ein vergeblicher Schritt zur Stabilisierung des Euro
    DIW Wochenbericht, 2000, 67, (20), 299-305

1999

  1. Konzeptionelle Schwächen von IWF-Stabilisierungsprogrammen im Kontext der Asienkrise
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 1999, 68, (1), 110-117 Downloads View citations (1)

Books

2005

  1. Auswirkungen von länderspezifischen Differenzen in der Lohn-, Preisniveau- und Produktivitätsentwicklung auf Wachstum und Beschäftigung in den Ländern des Euroraums: Endbericht; Forschungsprojekt im Auftrag des Bundesministers für Wirtschaft und Arbeit, vol 8
    DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research Downloads View citations (3)
 
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